Generalized Laws of the Iterated Logarithm

We investigate the almost sure behavior of sums of independent not necessarily identically distributed random variables. Results of the iterated logarithm type without any moment conditions are obtained.

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Bibliographic Details
Published inCommunications in statistics. Theory and methods Vol. 32; no. 9; pp. 1685 - 1693
Main Authors Gut, Allan, Petrov, Valentin V.
Format Journal Article
LanguageEnglish
Published Taylor & Francis Group 08.01.2003
Subjects
Almost sure behavior
AMS 2000 Subject Classifications: Primary 60F15
Generalized laws of the iterated logarithm
Secondary 60F05
Sums of independent random variables
Online AccessGet full text
ISSN0361-0926
1532-415X
DOI10.1081/STA-120022702

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Summary:We investigate the almost sure behavior of sums of independent not necessarily identically distributed random variables. Results of the iterated logarithm type without any moment conditions are obtained.
ISSN:0361-0926
1532-415X
DOI:10.1081/STA-120022702